| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
11,318.5 |
11,403.5 |
85.0 |
0.8% |
11,134.5 |
| High |
11,402.5 |
11,457.0 |
54.5 |
0.5% |
11,402.5 |
| Low |
11,303.5 |
11,365.0 |
61.5 |
0.5% |
11,070.0 |
| Close |
11,384.5 |
11,400.5 |
16.0 |
0.1% |
11,384.5 |
| Range |
99.0 |
92.0 |
-7.0 |
-7.1% |
332.5 |
| ATR |
168.4 |
163.0 |
-5.5 |
-3.2% |
0.0 |
| Volume |
83,087 |
102,161 |
19,074 |
23.0% |
415,287 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,683.5 |
11,634.0 |
11,451.1 |
|
| R3 |
11,591.5 |
11,542.0 |
11,425.8 |
|
| R2 |
11,499.5 |
11,499.5 |
11,417.4 |
|
| R1 |
11,450.0 |
11,450.0 |
11,408.9 |
11,428.8 |
| PP |
11,407.5 |
11,407.5 |
11,407.5 |
11,396.9 |
| S1 |
11,358.0 |
11,358.0 |
11,392.1 |
11,336.8 |
| S2 |
11,315.5 |
11,315.5 |
11,383.6 |
|
| S3 |
11,223.5 |
11,266.0 |
11,375.2 |
|
| S4 |
11,131.5 |
11,174.0 |
11,349.9 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,283.2 |
12,166.3 |
11,567.4 |
|
| R3 |
11,950.7 |
11,833.8 |
11,475.9 |
|
| R2 |
11,618.2 |
11,618.2 |
11,445.5 |
|
| R1 |
11,501.3 |
11,501.3 |
11,415.0 |
11,559.8 |
| PP |
11,285.7 |
11,285.7 |
11,285.7 |
11,314.9 |
| S1 |
11,168.8 |
11,168.8 |
11,354.0 |
11,227.3 |
| S2 |
10,953.2 |
10,953.2 |
11,323.5 |
|
| S3 |
10,620.7 |
10,836.3 |
11,293.1 |
|
| S4 |
10,288.2 |
10,503.8 |
11,201.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,457.0 |
11,090.0 |
367.0 |
3.2% |
107.6 |
0.9% |
85% |
True |
False |
86,000 |
| 10 |
11,457.0 |
10,765.5 |
691.5 |
6.1% |
126.8 |
1.1% |
92% |
True |
False |
92,060 |
| 20 |
11,457.0 |
10,592.5 |
864.5 |
7.6% |
142.5 |
1.2% |
93% |
True |
False |
96,539 |
| 40 |
11,457.0 |
9,383.5 |
2,073.5 |
18.2% |
193.5 |
1.7% |
97% |
True |
False |
119,897 |
| 60 |
11,457.0 |
9,227.0 |
2,230.0 |
19.6% |
190.2 |
1.7% |
97% |
True |
False |
94,921 |
| 80 |
11,457.0 |
9,145.5 |
2,311.5 |
20.3% |
175.3 |
1.5% |
98% |
True |
False |
71,632 |
| 100 |
11,457.0 |
8,367.5 |
3,089.5 |
27.1% |
180.1 |
1.6% |
98% |
True |
False |
57,407 |
| 120 |
11,457.0 |
8,367.5 |
3,089.5 |
27.1% |
167.1 |
1.5% |
98% |
True |
False |
47,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,848.0 |
|
2.618 |
11,697.9 |
|
1.618 |
11,605.9 |
|
1.000 |
11,549.0 |
|
0.618 |
11,513.9 |
|
HIGH |
11,457.0 |
|
0.618 |
11,421.9 |
|
0.500 |
11,411.0 |
|
0.382 |
11,400.1 |
|
LOW |
11,365.0 |
|
0.618 |
11,308.1 |
|
1.000 |
11,273.0 |
|
1.618 |
11,216.1 |
|
2.618 |
11,124.1 |
|
4.250 |
10,974.0 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
11,411.0 |
11,374.7 |
| PP |
11,407.5 |
11,348.8 |
| S1 |
11,404.0 |
11,323.0 |
|